Solution

ID: past-exam-of-the-communication-theory-course-of-the-university-of-oxford/2008/2/a/solution

For a finite probability distribution,
with . If the positive support has size , apply the given strict Jensen inequality to the random variable :
Equality requires and constant almost surely, so all probabilities are . Conversely the uniform distribution attains this bound. Thus , with exactly that equality case.

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